IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v131y2017icp38-45.html
   My bibliography  Save this article

Estimation of the smallest normal variance with applications to variance components models

Author

Listed:
  • Bobotas, Panayiotis
  • Kourouklis, Stavros

Abstract

It is proved that improved point and interval estimators for the smallest normal variance can be directly obtained from the unrestricted normal variance estimation counterparts. Applications to estimating the error variance in general random or mixed effects models are given.

Suggested Citation

  • Bobotas, Panayiotis & Kourouklis, Stavros, 2017. "Estimation of the smallest normal variance with applications to variance components models," Statistics & Probability Letters, Elsevier, vol. 131(C), pages 38-45.
    • Handle: RePEc:eee:stapro:v:131:y:2017:i:c:p:38-45
    DOI: 10.1016/j.spl.2017.08.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715217302651
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2017.08.005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Iliopoulos G. & Kourouklis S., 2000. "Interval Estimation For The Ratio Of Scale Parameters And For Ordered Scale Parameters," Statistics & Risk Modeling, De Gruyter, vol. 18(2), pages 169-184, February.
    2. Constantinos Petropoulos & Stavros Kourouklis, 2012. "New classes of improved confidence intervals for the variance of a normal distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(4), pages 491-506, May.
    3. Nobuo Shinozaki, 1995. "Some modifications of improved estimators of a normal variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(2), pages 273-286, June.
    4. Mathew, Thomas & Sinha, Bimal Kumar & Sutradhar, Brajendra C., 1992. "Nonnegative estimation of variance components in unbalanced mixed models with two variance components," Journal of Multivariate Analysis, Elsevier, vol. 42(1), pages 77-101, July.
    5. Kubokawa, T., 1995. "Estimation of Variance Components in Mixed Linear Models," Journal of Multivariate Analysis, Elsevier, vol. 53(2), pages 210-236, May.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nicholas Longford, 2014. "On the inefficiency of the restricted maximum likelihood," Economics Working Papers 1415, Department of Economics and Business, Universitat Pompeu Fabra.
    2. R. Arabi Belaghi & M. Arashi & S. Tabatabaey, 2014. "Improved confidence intervals for the scale parameter of Burr XII model based on record values," Computational Statistics, Springer, vol. 29(5), pages 1153-1173, October.
    3. Pravash Jena & Manas Ranjan Tripathy & Somesh Kumar, 2023. "Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean," Statistical Papers, Springer, vol. 64(5), pages 1775-1804, October.
    4. Molinska, Anna & Molinski, Krzysztof, 1995. "Improvement of ANOVA estimators of variance components in block designs with random treatments," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 281-285, March.
    5. Nicholas T. Longford, 2015. "On the inefficiency of the restricted maximum likelihood," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(2), pages 171-196, May.
    6. Panayiotis Bobotas & George Iliopoulos & Stavros Kourouklis, 2012. "Estimating the ratio of two scale parameters: a simple approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 343-357, April.
    7. Iliopoulos, George, 2000. "A note on decision theoretic estimation of ordered parameters," Statistics & Probability Letters, Elsevier, vol. 50(1), pages 33-38, October.
    8. Youhei Oono & Nobuo Shinozaki, 2006. "Estimation of error variance in ANOVA model and order restricted scale parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(4), pages 739-756, December.
    9. Sutradhar, Brajendra C., 1997. "A multivariate approach for estimating the random effects variance component in one-way random effects model," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 333-339, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:131:y:2017:i:c:p:38-45. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.